The expected discounted penalty function: from infinite time to finite time (Q5743541)

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scientific article; zbMATH DE number 7053415
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The expected discounted penalty function: from infinite time to finite time
scientific article; zbMATH DE number 7053415

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    The expected discounted penalty function: from infinite time to finite time (English)
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    10 May 2019
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    finite-time expected discounted penalty function
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    Laplace transform
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    partial integro-differential equation
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    perturbed risk model
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    parabolic cylinder function
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